Introduction to derivatives
This two-day course introduces delegates to derivatives. It is designed to give delegates an overview of the different classes of Derivatives, their characteristics and their real world applications. In order to understand the pivotal role that derivatives play in the modern financial system, we will look the history, evolution and future of these instruments.
In addition we will cover the calculation of fair value and its interpretation. Finally we will examine derivative trading strategies.
Learning objectives
• Understand the difference between derivative and more fundamental securities
• Gain insight into the key characteristics of the various derivative classes
• Gain insight into trading strategies allowed by derivatives
• Be able to calculate the fair value of a derivative and interpret its meaning
• Differentiate between rights and obligations
• Understand the concept of margining
• Gain insight into the local derivative environment
Who should attend
• Accountants • Bank Treasury staff in back office and middle office
• Corporate legal Staff • Bank Treasury junior dealers
• Corporate dealers • Economists
• Internal auditors • Risk managers
• Compliance managers • Importers and exporters
Time: 08:00 - 16:30
Venue: 4th floor North Block, Hyde Park Corner, Jan Smuts Ave, Johannesburg, 2196, Johannesburg
